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CBOE DJIA Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:219.14% (-3.60%)
Analysis last updated: Friday, October 17, 2025 at 11:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE DJIA Volatility Index APMEM
paramt-stat
ω0.65868.19
α0.158031.80
β0.8076128.01
γ-0.2145-15.46
δ1.244625.13
Estimation Period:
Oct 6, 1997 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts